Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,724 CHF | 97,724 CHF | 96.56% | 96.56% |
12/07/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,785 CHF | 107,785 CHF | 99.01% | 99.01% |
11/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,156 CHF | 114,156 CHF | 98.97% | 98.97% |
10/07/2024 | 0.80% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,128 CHF | 126,128 CHF | 100.00% | 100.00% |
09/07/2024 | 1.38% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 78,275 CHF | 79,275 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 133,516 CHF | 134,516 CHF | 99.37% | 99.37% |
05/07/2024 | 0.77% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,191 CHF | 130,191 CHF | 97.92% | 97.92% |
04/07/2024 | 1.40% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 53,688 | 53,688 | 73,377 CHF | 74,377 CHF | 99.37% | 99.37% |
03/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,727 CHF | 125,727 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 122,712 CHF | 123,712 CHF | 100.00% | 100.00% |